ICE Russell 2000 Mini Future December 2008
| Trading Metrics calculated at close of trading on 03-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2008 |
03-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
750.0 |
735.8 |
-14.2 |
-1.9% |
729.8 |
| High |
753.0 |
747.6 |
-5.4 |
-0.7% |
747.0 |
| Low |
731.3 |
735.2 |
3.9 |
0.5% |
716.8 |
| Close |
738.4 |
741.5 |
3.1 |
0.4% |
739.6 |
| Range |
21.7 |
12.4 |
-9.3 |
-42.9% |
30.2 |
| ATR |
0.0 |
14.0 |
14.0 |
|
0.0 |
| Volume |
0 |
243 |
243 |
|
2,432 |
|
| Daily Pivots for day following 03-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
778.8 |
772.5 |
748.3 |
|
| R3 |
766.3 |
760.0 |
745.0 |
|
| R2 |
753.8 |
753.8 |
743.8 |
|
| R1 |
747.8 |
747.8 |
742.8 |
750.8 |
| PP |
741.5 |
741.5 |
741.5 |
743.0 |
| S1 |
735.3 |
735.3 |
740.3 |
738.3 |
| S2 |
729.0 |
729.0 |
739.3 |
|
| S3 |
716.8 |
722.8 |
738.0 |
|
| S4 |
704.3 |
710.5 |
734.8 |
|
|
| Weekly Pivots for week ending 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
825.0 |
812.5 |
756.3 |
|
| R3 |
794.8 |
782.3 |
748.0 |
|
| R2 |
764.8 |
764.8 |
745.3 |
|
| R1 |
752.3 |
752.3 |
742.3 |
758.5 |
| PP |
734.5 |
734.5 |
734.5 |
737.5 |
| S1 |
722.0 |
722.0 |
736.8 |
728.3 |
| S2 |
704.3 |
704.3 |
734.0 |
|
| S3 |
674.0 |
691.8 |
731.3 |
|
| S4 |
643.8 |
661.5 |
723.0 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
800.3 |
|
2.618 |
780.0 |
|
1.618 |
767.8 |
|
1.000 |
760.0 |
|
0.618 |
755.3 |
|
HIGH |
747.5 |
|
0.618 |
742.8 |
|
0.500 |
741.5 |
|
0.382 |
740.0 |
|
LOW |
735.3 |
|
0.618 |
727.5 |
|
1.000 |
722.8 |
|
1.618 |
715.3 |
|
2.618 |
702.8 |
|
4.250 |
682.5 |
|
|
| Fisher Pivots for day following 03-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
741.5 |
742.3 |
| PP |
741.5 |
742.0 |
| S1 |
741.5 |
741.8 |
|